| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,237.0 |
16,199.0 |
-38.0 |
-0.2% |
15,732.0 |
| High |
16,341.0 |
16,330.0 |
-11.0 |
-0.1% |
16,292.0 |
| Low |
16,168.0 |
16,142.0 |
-26.0 |
-0.2% |
15,648.0 |
| Close |
16,224.0 |
16,298.0 |
74.0 |
0.5% |
16,209.0 |
| Range |
173.0 |
188.0 |
15.0 |
8.7% |
644.0 |
| ATR |
181.3 |
181.8 |
0.5 |
0.3% |
0.0 |
| Volume |
49,839 |
53,455 |
3,616 |
7.3% |
285,373 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,820.7 |
16,747.3 |
16,401.4 |
|
| R3 |
16,632.7 |
16,559.3 |
16,349.7 |
|
| R2 |
16,444.7 |
16,444.7 |
16,332.5 |
|
| R1 |
16,371.3 |
16,371.3 |
16,315.2 |
16,408.0 |
| PP |
16,256.7 |
16,256.7 |
16,256.7 |
16,275.0 |
| S1 |
16,183.3 |
16,183.3 |
16,280.8 |
16,220.0 |
| S2 |
16,068.7 |
16,068.7 |
16,263.5 |
|
| S3 |
15,880.7 |
15,995.3 |
16,246.3 |
|
| S4 |
15,692.7 |
15,807.3 |
16,194.6 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,981.7 |
17,739.3 |
16,563.2 |
|
| R3 |
17,337.7 |
17,095.3 |
16,386.1 |
|
| R2 |
16,693.7 |
16,693.7 |
16,327.1 |
|
| R1 |
16,451.3 |
16,451.3 |
16,268.0 |
16,572.5 |
| PP |
16,049.7 |
16,049.7 |
16,049.7 |
16,110.3 |
| S1 |
15,807.3 |
15,807.3 |
16,150.0 |
15,928.5 |
| S2 |
15,405.7 |
15,405.7 |
16,090.9 |
|
| S3 |
14,761.7 |
15,163.3 |
16,031.9 |
|
| S4 |
14,117.7 |
14,519.3 |
15,854.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,341.0 |
16,092.0 |
249.0 |
1.5% |
139.8 |
0.9% |
83% |
False |
False |
46,831 |
| 10 |
16,341.0 |
15,559.0 |
782.0 |
4.8% |
174.2 |
1.1% |
95% |
False |
False |
54,417 |
| 20 |
16,341.0 |
15,559.0 |
782.0 |
4.8% |
186.2 |
1.1% |
95% |
False |
False |
57,247 |
| 40 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
173.2 |
1.1% |
73% |
False |
False |
37,160 |
| 60 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
149.5 |
0.9% |
73% |
False |
False |
24,792 |
| 80 |
16,572.0 |
15,111.0 |
1,461.0 |
9.0% |
135.5 |
0.8% |
81% |
False |
False |
18,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,129.0 |
|
2.618 |
16,822.2 |
|
1.618 |
16,634.2 |
|
1.000 |
16,518.0 |
|
0.618 |
16,446.2 |
|
HIGH |
16,330.0 |
|
0.618 |
16,258.2 |
|
0.500 |
16,236.0 |
|
0.382 |
16,213.8 |
|
LOW |
16,142.0 |
|
0.618 |
16,025.8 |
|
1.000 |
15,954.0 |
|
1.618 |
15,837.8 |
|
2.618 |
15,649.8 |
|
4.250 |
15,343.0 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,277.3 |
16,276.5 |
| PP |
16,256.7 |
16,255.0 |
| S1 |
16,236.0 |
16,233.5 |
|